It's not stealing, but it is illegal in the UK under the Computer Misuse Act 1990:
(1) A person is guilty of an offence if—
(a ) he causes a computer to perform any function with intent to secure access to any program or data held in any computer;
(b) the access he intends to secure is unauthorised; and
(c) he knows at the time when he causes the computer to perform the function that is the case.
There are also cases of it being used:
In London, 2005, Gregory Straszkiewicz was the first person to be convicted of a related crime, "dishonestly obtaining an electronics communication service" . Local residents complained that he was repeatedly trying to gain access to residential networks with a laptop from a car. There was no evidence that he had any other criminal intent. He was fined £500 and given a 12-month conditional discharge.
It's also illegal in Canada, and in the United States there are federal and state laws that make it illegal.